Consultancy/Director Level
Director, Model Risk Management
Not SpecifiedRisk Management, ERM & ORSACapital Modelling & Economic CapitalAsset-Liability Management
Role Summary
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Director-level Model Risk Management role in BDO's Valuation & Capital Markets Analytics (VCMA) practice in San Francisco. Lead model validation and advisory engagements across credit risk, ALM, valuation, compliance, and stress-testing models. Responsible for team management, business development, and ensuring regulatory and quality standards (SR 11-7).
JOB DESCRIPTION SUMMARY
- Lead MRM engagements across credit risk, ALM, valuation, and compliance models
- Manage and mentor VCMA/QFAS staff and review deliverables for quality
- Drive business development and client relationship growth for the office
- Ensure adherence to regulatory expectations (eg. SR 11-7) and BDO risk policies
- San Francisco-based Director role with intermittent US/international travel
DOMAIN EXPERTISE
- Validation/development of CCAR/CECL/Basel credit loss forecasting models
- Valuation and Asset Liability Management (ALM) model expertise
- BSA/AML compliance and fraud detection model experience
- Experience with model risk frameworks and SR 11-7 compliance
- Proven practice development or business development in advisory settings
KEY REQUIREMENTS
- 15+ years' experience in financial institutions, regulators, advisory firms, or banks
- Experience managing teams of model developers or validators
- Hands-on experience with valuation, CCAR/CECL/Basel models, ALM, and stress testing
- Deep knowledge of model risk/regulatory landscape (SR 11-7) required
- Proficiency with Excel/PowerPoint and programming in VBA, R, Python, SAS, SQL
TECH STACK
- Excel
- PowerPoint
- Word
- Other_BI_Tool
